File size: 500 Bytes
60cfd6f
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
{
  "symbol": "GC=F",
  "interval": "5m",
  "feature_names": [
    "Open",
    "High",
    "Low",
    "Close",
    "Volume",
    "Returns",
    "HL_Range",
    "Close_Position",
    "RSI",
    "MACD_hist",
    "ROC",
    "MOM",
    "ATR",
    "BB_width",
    "SMA_ratio",
    "hour_sin",
    "hour_cos"
  ],
  "lookback": 96,
  "best_val_dir_acc": 44.24410540915395,
  "best_epoch": 1,
  "test_dir_acc": 48.37,
  "test_actionable_acc": 48.37,
  "test_return_pct": 26434.4,
  "model_params": 2150276
}